Related papers: Towards Stability of Parameter-free Optimization
Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…
We propose EAGLE update rule, a novel optimization method that accelerates loss convergence during the early stages of training by leveraging both current and previous step parameter and gradient values. The update algorithm estimates…
Choosing the right parameters for optimization algorithms is often the key to their success in practice. Solving this problem using a learning-to-learn approach -- using meta-gradient descent on a meta-objective based on the trajectory that…
We propose a federated version of adaptive gradient methods, particularly AdaGrad and Adam, within the framework of over-the-air model training. This approach capitalizes on the inherent superposition property of wireless channels,…
Consider composite nonconvex optimization problems where the objective function consists of a smooth nonconvex term (with Lipschitz-continuous gradient) and a convex (possibly nonsmooth) term. Existing parameter-free methods for such…
A new type of stepsize, which was recently introduced by Liu and Liu (Optimization, 67(3), 427-440, 2018), is called approximately optimal stepsize and is quit efficient for gradient method. Interestingly, all gradient methods can be…
We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…
We make contributions towards improving adaptive-optimizer performance. Our improvements are based on suppression of the range of adaptive stepsizes in the AdaBelief optimizer. Firstly, we show that the particular placement of the parameter…
This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local…
Adaptive gradient methods such as Adam have gained extreme popularity due to their success in training complex neural networks and less sensitivity to hyperparameter tuning compared to SGD. However, it has been recently shown that Adam can…
In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that…
This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…
Most evolutionary algorithms have multiple parameters and their values drastically affect the performance. Due to the often complicated interplay of the parameters, setting these values right for a particular problem (parameter tuning) is a…
We introduce MVN-Grad (Momentum on Variance-Normalized Gradients), an Adam-style optimizer that improves stability and performance by combining two complementary ideas: variance-based normalization and momentum applied after normalization.…
Class imbalance poses a major challenge for machine learning as most supervised learning models might exhibit bias towards the majority class and under-perform in the minority class. Cost-sensitive learning tackles this problem by treating…
AdamZ is an advanced variant of the Adam optimiser, developed to enhance convergence efficiency in neural network training. This optimiser dynamically adjusts the learning rate by incorporating mechanisms to address overshooting and…
In this paper, we study the convergence of the Adaptive Moment Estimation (Adam) algorithm under unconstrained non-convex smooth stochastic optimizations. Despite the widespread usage in machine learning areas, its theoretical properties…
In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved…
Adaptive optimizers with decoupled weight decay, such as AdamW, are the de facto standard for pre-training large transformer-based generative models. Yet the quadratic nature of the $\ell_2$ penalty embedded in weight decay drives all…
Adaptive gradient-descent optimizers are the standard choice for training neural network models. Despite their faster convergence than gradient-descent and remarkable performance in practice, the adaptive optimizers are not as well…